-11.4%
TLT vs SLB
-14.8%
+3.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.2% |
| 7D | -1.0% | -1.2% | +0.1% | -1.1% |
| 30D | +4.1% | +4.5% | -0.4% | +4.5% |
| 3M | -0.4% | -4.6% | +4.2% | -0.6% |
| 6M | -3.2% | -6.3% | +3.1% | -3.4% |
| YTD | -3.5% | +35.0% | -38.5% | -0.7% |
| 1Y | -5.8% | +38.8% | -44.6% | -2.8% |
| 3Y | +4.6% | +3.3% | +1.3% | +5.8% |
| 5Y | -34.4% | +73.6% | -108.0% | -28.8% |
| 10Y | -11.4% | -14.2% | +2.8% | -7.1% |
| All | -11.4% | -14.8% | +3.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling